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[27] Taylor, J.W. 1999. “A Quantile Regression Approach to Estimating the Distribution<br />

of Multiperiod Returns.”Journal of Derivatives, 7(1):64-78.<br />

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[29] Taylor, J.W. 2008. “Using Exponentially Weighted Quantile Regression to<br />

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[30] White, H. 1994. Estimation, Inference and Speci…cation Analysis. Cambridge<br />

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37

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